It's 2013 and still no IMAP access in Yahoo Mail. Heck, it's only been around for 27 years.
> Mac OS X users can directly set up an IMAP account in Apple Mail 4.4. After entering a full name, email address, and password, hold down the Option key. The Create button will change to Continue, allowing one to manually configure the account settings.
> Apple Mail 5.0 included with Mac OS X Lion supports easy and direct IMAP account setup.
And, for the record, if you want it in Windows, just configure it. That it's not "supported" doesn't mean you can't use it.